Statistical Learning
Geometric entropy minimization (GEM) for anomaly detection and localization
We introduce a novel adaptive nonparametric anomaly detection approach, called GEM, that is based on the minimal covering properties of K-point entropic graphs when constructed on N training samples from a nominal probability distribution. Suchgraphs have the property that as N their span recovers the entropy minimizing set that supports at least ฯ K/N(100)% of the mass of the Lebesgue part of the distribution. When a test sample falls outside of the entropy minimizing set an anomaly can be declared at a statistical level of significance ฮฑ 1 ฯ. A method for implementing this nonparametric anomaly detector is proposed that approximates this minimum entropy set by the influence region of a K-point entropic graph built on the training data. By implementing an incremental leave-one-out k-nearest neighbor graph on resampled subsets of the training data GEM can efficiently detect outliers at a given level of significance and compute their empirical p-values. We illustrate GEM for several simulated and real data sets in high dimensional feature spaces.
Generalized Maximum Margin Clustering and Unsupervised Kernel Learning
Maximum margin clustering was proposed lately and has shown promising performance in recent studies [1, 2]. It extends the theory of support vector machineto unsupervised learning. Despite its good performance, there are three major problems with maximum margin clustering that question its efficiency for real-world applications. First, it is computationally expensive anddifficult to scale to large-scale datasets because the number of parameters in maximum margin clustering is quadratic in the number of examples. Second, it requires data preprocessing to ensure that any clustering boundarywill pass through the origins, which makes it unsuitable for clustering unbalanced dataset. Third, it is sensitive to the choice of kernel functions, and requires external procedure to determine the appropriate values for the parameters of kernel functions. In this paper, we propose "generalized maximum margin clustering" framework that addresses the above three problems simultaneously.
A Nonparametric Approach to Bottom-Up Visual Saliency
Kienzle, Wolf, Wichmann, Felix A., Franz, Matthias O., Schรถlkopf, Bernhard
This paper addresses the bottom-up influence of local image information on human eyemovements. Most existing computational models use a set of biologically plausiblelinear filters, e.g., Gabor or Difference-of-Gaussians filters as a front-end, the outputs of which are nonlinearly combined into a real number that indicates visual saliency. Unfortunately, this requires many design parameters such as the number, type, and size of the front-end filters, as well as the choice of nonlinearities, weighting and normalization schemes etc., for which biological plausibility cannot always be justified. As a result, these parameters have to be chosen in a more or less ad hoc way. Here, we propose to learn a visual saliency model directly from human eye movement data. The model is rather simplistic and essentially parameter-free, and therefore contrasts recent developments in the field that usually aim at higher prediction rates at the cost of additional parameters and increasing model complexity. Experimental results show that--despite the lack of any biological prior knowledge--our model performs comparably to existing approaches, andin fact learns image features that resemble findings from several previous studies. In particular, its maximally excitatory stimuli have center-surround structure, similar to receptive fields in the early human visual system.
Towards a general independent subspace analysis
The increasingly popular independent component analysis (ICA) may only be applied todata following the generative ICA model in order to guarantee algorithmindependent andtheoretically valid results. Subspace ICA models generalize the assumption of component independence to independence between groups of components. Theyare attractive candidates for dimensionality reduction methods, however are currently limited by the assumption of equal group sizes or less general semi-parametricmodels. By introducing the concept of irreducible independent subspacesor components, we present a generalization to a parameter-free mixture model. Moreover, we relieve the condition of at-most-one-Gaussian by including previous results on non-Gaussian component analysis. After introducing thisgeneral model, we discuss joint block diagonalization with unknown block sizes, on which we base a simple extension of JADE to algorithmically perform the subspace analysis. Simulations confirm the feasibility of the algorithm.
Boosting Structured Prediction for Imitation Learning
Bagnell, J. A., Chestnutt, Joel, Bradley, David M., Ratliff, Nathan D.
The Maximum Margin Planning (MMP) (Ratliff et al., 2006) algorithm solves imitation learning problems by learning linear mappings from features to cost functions in a planning domain. The learned policy is the result of minimum-cost planning using these cost functions. These mappings are chosen so that example policies (or trajectories) given by a teacher appear to be lower cost (with a lossscaled margin)than any other policy for a given planning domain. We provide a novel approach, MMPBOOST, based on the functional gradient descent view of boosting (Mason et al., 1999; Friedman, 1999a) that extends MMP by "boosting" in new features. This approach uses simple binary classification or regression to improve performance of MMP imitation learning, and naturally extends to the class of structured maximum margin prediction problems.